The Kokshenga (Russian: Кокшеньга, Кокшенга) is a river in Tarnogsky District of Vologda Oblast and Ustyansky and Velsky Districts of Arkhangelsk Oblast in Russia.

It is a left tributary of the Ustya and thus belongs to the Northern Dvina river basin.

The Kokshenga begins from the confluence of the Ileza (right) and the Kortyuga (left) close to the village of Ivanovskaya of Tarnogsky District.

Several kilometers downstream of Tarnogsky Gorodok it accepts the Uftyuga River from the left.

Downstream of Tarnogsky Gorodok, the valley of the Kokshenga is heavily populated.